-4.7%
BN vs SPG
+34.3%
-39.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +4.5% |
| 7D | +12.0% | +8.2% | +3.8% | +7.7% |
| 30D | +17.0% | +13.5% | +3.6% | +10.0% |
| 3M | -3.2% | +2.2% | -5.5% | -4.6% |
| 6M | -3.9% | +15.9% | -19.7% | -12.0% |
| YTD | -5.6% | +27.6% | -33.2% | -17.3% |
| 1Y | -4.7% | +30.9% | -35.7% | -17.8% |
| All | -4.7% | +34.3% | -39.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling